cd c:\vera\TP\CECU\AJPS log using ajps_replication1.log, replace *clear *use cecu_final070806.dta *table 1: models 1-3 with and without UK arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw if c_code==12 | c_code==40 | c_code==46, ma(1) arch(1) garch(1) hessian test dreal_dmeurir80_90tw=dreal_dmeurir99_02tw test dreal_dmeurir90_94tw=dreal_dmeurir99_02tw test dreal_dmeurir90_94tw=dreal_dmeurir02_05tw test dreal_dmeurir94_99tw=dreal_dmeurir02_05tw arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw if c_code==12 | c_code==40, ma(1) arch(1) garch(1) hessian arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw if c_code==12 | c_code==40 | c_code==46, ma(1) arch(1) garch(1) hessian test dreal_dmeurir80_90tw=dreal_dmeurir99_02tw test dreal_dmeurir90_94tw=dreal_dmeurir99_02tw test dreal_dmeurir90_94tw=dreal_dmeurir02_05tw test dreal_dmeurir94_99tw=dreal_dmeurir02_05tw arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw if c_code==12 | c_code==40, ma(1) arch(1) garch(1) hessian arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw growth ger_gdpgr us_gdpgr unemployment ex_dmeur ex_us swe uk if c_code==12 | c_code==40 | c_code==46, ma(1) arch(1) garch(1) hessian test dreal_dmeurir80_90tw=dreal_dmeurir99_02tw test dreal_dmeurir90_94tw=dreal_dmeurir99_02tw test dreal_dmeurir90_94tw=dreal_dmeurir02_05tw test dreal_dmeurir94_99tw=dreal_dmeurir02_05tw arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw growth ger_gdpgr us_gdpgr unemployment ex_dmeur ex_us swe if c_code==12 | c_code==40, ma(1) arch(1) garch(1) hessian *table 2: model 4 eu with and without uk arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw growth ger_gdpgr us_gdpgr unemployment swe uk if c_code==12 | c_code==40 |c_code==46, ma(1) arch(1) garch(1) hessian arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw growth ger_gdpgr us_gdpgr unemployment swe if c_code==12 |c_code==40, ma(1) arch(1) garch(1) hessian *table 3: model 5 efta with and without iceland arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw growth ger_gdpgr us_gdpgr unemployment ice nor if c_code==19 | c_code==33 |c_code==41, ma(1) arch(1) garch(1) hessian arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw growth ger_gdpgr us_gdpgr unemployment nor if c_code==33 |c_code==41, ma(1) arch(1) garch(1) hessian *table 3: model 6 nz, aus arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw growth ger_gdpgr us_gdpgr unemployment australia if c_code==3 | c_code==32, ma(1) arch(1) garch(1) robust *table 3: model 7 canada arch drealir realir dreal_dmeurir80_90tw dreal_dmeurir90_94tw dreal_dmeurir94_99tw dreal_dmeurir99_02tw dreal_dmeurir02_05tw dreal_usir80_90tw dreal_usir90_94tw dreal_usir94_99tw dreal_usir99_02tw dreal_usir02_05tw growth ger_gdpgr us_gdpgr unemployment australia if c_code==8, ma(1) arch(1) garch(1) robust log close